Emiliano Dall'Anese, Andrea Simonetto, et al.
IEEE SPM
We present an algorithm for minimizing the sum of a strongly convex time-varying function with a time-invariant, convex, and nonsmooth function. The proposed algorithm employs the prediction-correction scheme alongside the forward-backward envelope, and we are able to prove the convergence of the solutions to a neighborhood of the optimizer that depends on the sampling time. Numerical simulations for a time-varying regression problem with elastic net regularization highlight the effectiveness of the algorithm.
Emiliano Dall'Anese, Andrea Simonetto, et al.
IEEE SPM
Amirhossein Ajalloeian, Andrea Simonetto, et al.
ACC 2020
David Haws, Xiaodong Cui
ICASSP 2019
François Gonze, Andrea Simonetto, et al.
ATM 2017